On the Existence of Optimal Controls for SPDEs with Boundary Noise and Boundary Control
Copyright policy )On the Existence of Optimal Controls for SPDEs with Boundary Noise and Boundary Control
We consider a stochastic optimal control problem for an heat equation with boundary noise and boundary controls. Under suitable assumptions on the coefficients, we prove existence of optimal controls in strong sense by solving the stochastic hamiltonian system related.
Forward-backward stochastic differential system; Maximum principle; Stochastic control; Stochastic evolution equation;, Optimization and Control (math.OC), Probability (math.PR), FOS: Mathematics, Mathematics - Optimization and Control, Mathematics - Probability
Forward-backward stochastic differential system; Maximum principle; Stochastic control; Stochastic evolution equation;, Optimization and Control (math.OC), Probability (math.PR), FOS: Mathematics, Mathematics - Optimization and Control, Mathematics - Probability
selected citations These citations are derived from selected sources.This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).24 popularity This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.Top 10% influence This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).Top 10% impulse This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.Average
Citations provided by BIP!Popularity provided by BIP!